First, you need not do two one way tickets, you use the airlines booking site, select "multi-city" and then put in the segments you want. This is called an "Open Jaw" ticket and should be about the average of a round trip flight to each of those cities, much cheaper than one way.
Second, flying out of Naples, for most, will require a stop somewhere in Europe, and a layover. While getting on the flight will be easier, the addition of an extra leg has some inconvenience. If you could get a direct flight sure. If you are going to wind up with a stop in Europe flying from Rome, then fine; but I would not willingly add a stop. Getting to Rome from Naples is so easy and fast, I would opt to head back to Rome. For that I would plan a last night there, or plan Rome at the end of the trip or split your time in Rome.
Others will warn about backtracking, to fly out of Naples, but adding a layover does not make sense, plus that will likely force an early departure from Naples, causing another issue with trying to get from Sorrento/Amalfi Coast to Naples airport early in the morning, a time consuming, and possibly expensive option (for a private driver).